Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47436.27 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46041.29 Kr¶

PnL: ---------------------------------------> -847.28 Kr¶

DD now: ---------------------------------> -2.454 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 13:59:52.115496'

Anic Portfolio¶

Today¶

Return: 0.004 %¶

This Week¶

Return: -0.995 %¶

Total¶

Return: 55.294 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.320000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.670000 800.000000 127.000000 18.870000 673.000000
SAAB B 8 1.290000 3452.000000 75.000000 2.220000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.050000 396.100000 41.100000 11.580000 355.000000
Corem Property Group B 59 -0.570000 613.600000 36.600000 6.340000 576.999999
MedCap 2 -0.870000 457.000000 36.000000 8.550000 421.000000
Intrum 4 6.150000 562.800000 35.800000 6.790000 527.000000
Boozt 12 1.290000 1689.600000 35.600000 2.150000 1653.999996
Resurs Holding 22 -0.880000 596.640000 22.640000 3.940000 573.999998
AcadeMedia 12 -1.580000 576.360000 19.360000 3.480000 557.000004
Swedbank A 3 -0.570000 576.450000 12.450000 2.210000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Securitas B 6 0.250000 580.200000 10.200000 1.790000 570.000000
Eastnine 4 -0.320000 500.800000 9.800000 2.000000 491.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Nordea Bank Abp 29 -0.180000 3462.600000 8.600000 0.250000 3453.999992
Coor Service Management Hold. 8 0.220000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.480000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
CTEK 13 0.000000 529.100000 -4.900000 -0.920000 533.999999
Handelsbanken A 5 -0.230000 538.500000 -7.500000 -1.370000 546.000000
Midsona B 63 0.790000 565.740000 -17.260000 -2.960000 582.999984
Essity B 2 -3.080000 542.000000 -32.000000 -5.570000 574.000000
International Petroleum Corp. 5 -0.540000 549.500000 -45.070000 -7.580000 594.565215
Essity A 4 -2.860000 1086.000000 -63.000000 -5.480000 1149.000000
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 -8.770000 2865.200000 -105.800000 -3.560000 2971.000006
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 1.410000 1422.900000 -241.100000 -14.490000 1663.999992
Axfood 13 -2.760000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -1.130000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 46041.290000 -847.280000 -2.4545% 46888.564618

Updated:¶

'2023-01-26 14:00:05.069464'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶